Journal of banking and finance

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  Año 2020, Vol. 118, Número 9

  • Geographic spillover of dominant firms’ shocks

    Sima Jannati

    pág. 1

    

  • Government financial institutions and capital allocation efficiency in Japan

    Masami Imai

    pág. 2

    

  • Modeling asset returns under time-varying semi-nonparametric distributions

    Angel León Valle, Trino-Manuel Ñíguez

    pág. 3

    

  • A historical loss approach to community bank stress testing

    Cao Fang, Timothy J. Yeager

    pág. 4

    

  • Intangible assets and capital structure

    Steve C. Lim, Antonio J. Macías, Thomas Moeller

    pág. 5

    

  • Liquidity at risk: Joint stress testing of solvency and liquidity

    Rama Cont, Artur Kotlicki, Laura Valderrama

    pág. 6

    

  • Bank relationship loss: The moderating effect of information opacity

    Yuqian Xu, Anthony Saunders, Binqing Xiao, Xindan Li

    pág. 7

    

  • Foreign Lenders’ adoption of performance pricing provisions in syndicated loans

    Edward Lee, Kostas Pappas, Alice Liang Xu

    pág. 8

    

  • Short selling threat and corporate financing decisions

    Rong Gong

    pág. 9

    

  • Do conventional monetary policy instruments matter in unconventional times?

    Manuel Buchholz, Kirsten Schmidt, Lena Tonzer

    pág. 10

    

  • Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection

    Guilherme V. Moura, André A.P. Santos, Esther Ruiz

    pág. 11

    

  • (Un)intended consequences? The impact of the 2017 tax cuts and jobs act on shareholder wealth

    Ivalina Kalcheva, James M. Plečnik, Hai Tran, Jason Turkiela

    pág. 12

    

  • Where do banks value corporate social responsibility more? Evidence on the role of national culture

    Yan-Leung Cheung, Weiqiang Tan, Wenming Wang

    pág. 13

    

  • Political event portfolios

    Michael Hanke, Sebastian Stöckl, Alex Weissensteiner

    pág. 14

    

  • Does Information Asymmetry Impede Market Efficiency? Evidence from Analyst Coverage

    Keming Li

    pág. 15

    

  • The Shareholder's response to a firm's first international acquisition

    Krishnan Dandapani, Ann Marie Hibbert, Edward R. Lawrence

    pág. 16

    

  • The economic record of the government and sovereign bond and stock returns around national elections

    Stefan Eichler, Timo Plaga

    pág. 17

    

  • Foreign ownership and market power: The special case of European banks

    Panayotis D. Alexakis, Ioannis G. Samantas

    pág. 18

    

  • Up- and downside variance risk premia in global equity markets

    Matthias Held, Julia Kapraun, Marcel Omachel, Julian Thimme

    pág. 19

    

  • Optimal fees in hedge funds with first-loss compensation

    Marcos Escobar-Anel, Y. Havrylenko, R. Zagst

    pág. 20

    

  • Interactions between bank levies and corporate taxes: How is bank leverage affected?

    Franziska Bremus, Kirsten Schmidt, Lena Tonzer

    pág. 21

    

  • Systematic stress tests on public data

    Thomas Breuer, Martin Summer

    pág. 22

    

  • Easy money? Managerial power and the option backdating game revisited

    Graeme Guthrie, Tom Stannard

    pág. 23

    

  • Risk shifting and the allocation of capital: A Rationale for macroprudential regulation

    Michael Kogler

    pág. 24

    

  • Mortgage arrears, regulation and institutions: Cross-country evidence

    Irina Stanga, Razvan Vlahu, Jacob de Haan

    pág. 25

    

  • Stock market listing and the persistence of bank performance across crises

    Alexandre Garel, José María Martín Flores, Arthur Petit-Romec

    pág. 26

    

  • Foreign ownership in Chinese credit ratings industry: Information revelation or certification?

    Xiaolu Hu, Jing Shi, Lafang Wang, Jing Yu

    pág. 27

    

  • Reserve balances, the federal funds market and arbitrage in the new regulatory framework

    Ayelen Banegas, Manjola Tase

    pág. 28

    

  • Affine multivariate GARCH models

    Marcos Escobar-Anel, Javad Rastegari, Lars Stentoft

    pág. 29

    

  • Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data

    Amelie Hüttner, Matthias Scherer, Benedikt Gräler

    pág. 30